PortfoliosLab logo
EQIX vs. VPN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQIX and VPN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

EQIX vs. VPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equinix, Inc. (EQIX) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
14.74%
12.76%
EQIX
VPN

Key characteristics

Sharpe Ratio

EQIX:

0.38

VPN:

0.68

Sortino Ratio

EQIX:

0.76

VPN:

1.04

Omega Ratio

EQIX:

1.10

VPN:

1.14

Calmar Ratio

EQIX:

0.43

VPN:

0.64

Martin Ratio

EQIX:

1.40

VPN:

2.43

Ulcer Index

EQIX:

7.51%

VPN:

6.53%

Daily Std Dev

EQIX:

27.44%

VPN:

23.37%

Max Drawdown

EQIX:

-99.44%

VPN:

-39.01%

Current Drawdown

EQIX:

-16.61%

VPN:

-17.89%

Returns By Period

In the year-to-date period, EQIX achieves a -12.88% return, which is significantly lower than VPN's -4.59% return.


EQIX

YTD

-12.88%

1M

-2.86%

6M

-7.86%

1Y

10.20%

5Y*

5.48%

10Y*

15.52%

VPN

YTD

-4.59%

1M

-7.34%

6M

-8.70%

1Y

12.41%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EQIX vs. VPN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQIX
The Risk-Adjusted Performance Rank of EQIX is 6565
Overall Rank
The Sharpe Ratio Rank of EQIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EQIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EQIX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EQIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of EQIX is 6969
Martin Ratio Rank

VPN
The Risk-Adjusted Performance Rank of VPN is 6969
Overall Rank
The Sharpe Ratio Rank of VPN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VPN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VPN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VPN is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VPN is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EQIX vs. VPN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinix, Inc. (EQIX) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for EQIX, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.00
EQIX: 0.38
VPN: 0.65
The chart of Sortino ratio for EQIX, currently valued at 0.76, compared to the broader market-6.00-4.00-2.000.002.004.00
EQIX: 0.76
VPN: 1.00
The chart of Omega ratio for EQIX, currently valued at 1.10, compared to the broader market0.501.001.502.00
EQIX: 1.10
VPN: 1.13
The chart of Calmar ratio for EQIX, currently valued at 0.43, compared to the broader market0.001.002.003.004.005.00
EQIX: 0.43
VPN: 0.61
The chart of Martin ratio for EQIX, currently valued at 1.40, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EQIX: 1.40
VPN: 2.30

The current EQIX Sharpe Ratio is 0.38, which is lower than the VPN Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EQIX and VPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.38
0.65
EQIX
VPN

Dividends

EQIX vs. VPN - Dividend Comparison

EQIX's dividend yield for the trailing twelve months is around 2.14%, more than VPN's 1.80% yield.


TTM20242023202220212020201920182017201620152014
EQIX
Equinix, Inc.
2.14%1.81%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%
VPN
Global X Data Center REITs & Digital Infrastructure ETF
1.80%1.72%1.18%2.57%0.85%0.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EQIX vs. VPN - Drawdown Comparison

The maximum EQIX drawdown since its inception was -99.44%, which is greater than VPN's maximum drawdown of -39.01%. Use the drawdown chart below to compare losses from any high point for EQIX and VPN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.61%
-17.89%
EQIX
VPN

Volatility

EQIX vs. VPN - Volatility Comparison

Equinix, Inc. (EQIX) and Global X Data Center REITs & Digital Infrastructure ETF (VPN) have volatilities of 12.29% and 11.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.29%
11.82%
EQIX
VPN